ICE US Dollar Index Future March 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
79.535 |
79.540 |
0.005 |
0.0% |
80.610 |
| High |
79.710 |
79.940 |
0.230 |
0.3% |
80.800 |
| Low |
79.405 |
79.435 |
0.030 |
0.0% |
79.490 |
| Close |
79.540 |
79.832 |
0.292 |
0.4% |
79.611 |
| Range |
0.305 |
0.505 |
0.200 |
65.6% |
1.310 |
| ATR |
0.440 |
0.445 |
0.005 |
1.1% |
0.000 |
| Volume |
25,940 |
33,207 |
7,267 |
28.0% |
148,506 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.251 |
81.046 |
80.110 |
|
| R3 |
80.746 |
80.541 |
79.971 |
|
| R2 |
80.241 |
80.241 |
79.925 |
|
| R1 |
80.036 |
80.036 |
79.878 |
80.139 |
| PP |
79.736 |
79.736 |
79.736 |
79.787 |
| S1 |
79.531 |
79.531 |
79.786 |
79.634 |
| S2 |
79.231 |
79.231 |
79.739 |
|
| S3 |
78.726 |
79.026 |
79.693 |
|
| S4 |
78.221 |
78.521 |
79.554 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.897 |
83.064 |
80.332 |
|
| R3 |
82.587 |
81.754 |
79.971 |
|
| R2 |
81.277 |
81.277 |
79.851 |
|
| R1 |
80.444 |
80.444 |
79.731 |
80.206 |
| PP |
79.967 |
79.967 |
79.967 |
79.848 |
| S1 |
79.134 |
79.134 |
79.491 |
78.896 |
| S2 |
78.657 |
78.657 |
79.371 |
|
| S3 |
77.347 |
77.824 |
79.251 |
|
| S4 |
76.037 |
76.514 |
78.891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.790 |
79.405 |
1.385 |
1.7% |
0.519 |
0.7% |
31% |
False |
False |
31,109 |
| 10 |
80.995 |
79.405 |
1.590 |
2.0% |
0.513 |
0.6% |
27% |
False |
False |
30,057 |
| 20 |
80.995 |
79.015 |
1.980 |
2.5% |
0.435 |
0.5% |
41% |
False |
False |
23,884 |
| 40 |
81.475 |
79.015 |
2.460 |
3.1% |
0.408 |
0.5% |
33% |
False |
False |
14,361 |
| 60 |
81.700 |
79.015 |
2.685 |
3.4% |
0.361 |
0.5% |
30% |
False |
False |
9,604 |
| 80 |
81.700 |
79.015 |
2.685 |
3.4% |
0.319 |
0.4% |
30% |
False |
False |
7,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.086 |
|
2.618 |
81.262 |
|
1.618 |
80.757 |
|
1.000 |
80.445 |
|
0.618 |
80.252 |
|
HIGH |
79.940 |
|
0.618 |
79.747 |
|
0.500 |
79.688 |
|
0.382 |
79.628 |
|
LOW |
79.435 |
|
0.618 |
79.123 |
|
1.000 |
78.930 |
|
1.618 |
78.618 |
|
2.618 |
78.113 |
|
4.250 |
77.289 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
79.784 |
79.779 |
| PP |
79.736 |
79.726 |
| S1 |
79.688 |
79.673 |
|